The point here is that, while Delphini Lestrange is the apparent end of the family line (as far as we know), she shouldn't exist in the first place, because the idea of Voldemort and Bellatrix ...
He is one of a small number of people his age who knows firsthand how dangerous Lord Voldemort and his followers are. Specifically, he knows exactly what Bellatrix, clearly a madwoman, is capable of.